Essays on behavioral heterogeneity and asset pricing
Recent empirical studies have confirmed the importance of investor behavior in asset pricing. This thesis aims to explore the effect of behavioral heterogeneity on asset pricing with focuses on investor sentiment and trading volume. Other related issues on financial markets, including stylized facts...
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| フォーマット: | Thesis-Doctor of Philosophy |
| 言語: | English |
| 出版事項: |
Nanyang Technological University
2020
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| オンライン･アクセス: | https://hdl.handle.net/10356/145290 |